+15.0%
SHW vs COR
+180.8%
-165.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | -1.2% | -1.9% | +0.7% | -0.9% |
| 30D | -11.6% | +1.5% | -13.1% | -11.8% |
| 3M | +9.1% | +18.7% | -9.6% | +6.3% |
| 6M | -0.7% | -9.0% | +8.4% | +0.7% |
| YTD | +1.4% | -3.3% | +4.6% | +1.3% |
| 1Y | -12.3% | +9.8% | -22.1% | -14.9% |
| 3Y | +23.4% | +87.4% | -64.0% | +2.9% |
| 5Y | +15.0% | +180.5% | -165.5% | -13.3% |
| All | +15.0% | +180.8% | -165.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling